+354.9%
STM vs CAPR
-99.1%
+453.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +5.8% | -2.0% | +7.8% | +5.8% |
| 30D | -1.0% | +139.2% | -140.2% | -3.5% |
| 3M | -33.3% | -66.4% | +33.1% | -32.7% |
| 6M | +57.4% | -63.1% | +120.5% | +58.2% |
| YTD | +102.2% | -67.4% | +169.6% | +103.6% |
| 1Y | +99.6% | +58.2% | +41.3% | +82.8% |
| 3Y | +14.5% | +42.2% | -27.7% | +2.1% |
| 5Y | +21.4% | +87.3% | -65.9% | +6.3% |
| 10Y | +695.0% | -75.3% | +770.2% | +560.6% |
| All | +354.9% | -99.1% | +453.9% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling